+52.5%
XLE vs MAGS
+14.1%
+38.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.0% |
| 7D | 0.0% | +1.2% | -1.2% | +0.3% |
| 30D | +12.6% | -0.1% | +12.7% | +12.7% |
| 3M | +11.8% | +3.8% | +8.0% | +13.2% |
| 6M | +16.1% | +13.2% | +2.8% | +19.9% |
| YTD | +46.9% | +4.7% | +42.2% | +51.6% |
| All | +52.5% | +14.1% | +38.5% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling